arXiv Machine Learning

Significance-First Splitting: Aligning Treatment Heterogeneity Detection with Honest Estimation

arXiv:2607. 03999v1 Announce Type: cross Abstract: Estimating heterogeneous treatment effects (CATE) requires simultaneously detecting effect modification and quantifying estimation uncertainty.

arXiv Machine Learning
Sep 16

Splitting the Difference: Interpretable Causal Forests for Treatment Effect Heterogeneity and Bias

The paper introduces a new algorithm that uses decision trees and random forests to estimate individual treatment effects while providing interpretability. It modifies the standard random forest splitting criterion by combining a heterogeneity-focused criterion with a bias-correction criterion, enabling the model to handle observational studies with varying treatment propensities without separately estimating propensity scores. The resulting tree structure directly reveals which features drive treatment effect differences, and simulation studies show the method matches or surpasses existing approaches in prediction accuracy while improving interpretability.

By Nicolas Alexander Ihlo, Merle Behr
arXiv Machine Learning
Sep 4

Reliable Selection of Heterogeneous Treatment Effect Estimators

The paper introduces a method for selecting the best heterogeneous treatment effect (HTE) estimator from a set of candidates when the true treatment effect is unobserved. It frames estimator selection as a multiple testing problem and proposes a cross‑fitted, exponentially weighted test statistic that uses a two‑way sample splitting scheme to separate nuisance estimation from weight learning, ensuring stability for inference. The authors prove asymptotic familywise error rate control under mild conditions and demonstrate empirically that their procedure reduces false selections compared to common methods on ACIC 2016, IHDP, and Twins benchmarks.

By Jiayi Guo, Zijun Gao
arXiv Machine Learning
Sep 25

Diverse Geometries, Frozen Weights: Robust Heterogeneous Treatment-Effect Estimation via Causal Expert Ensembles

The paper introduces GeoACE, a five‑expert framework for estimating heterogeneous treatment effects that blends a common anchor‑correction estimator with overlap‑aware and outcome‑guided geometries. The ensemble’s task‑level weights are learned from internal validation predictions, frozen before test evaluation, and applied to experts refitted on the full development data. Adding the outcome‑free, overlap‑aware expert O‑Phi‑ACE consistently improves performance across seven benchmarks, achieving the lowest average rank among 11 comparators.

By Ali Haghpanah Jahromi, Mohammad Taheri
arXiv Machine Learning
Aug 11

Demystifying Prediction Powered Inference

arXiv:2601. 20819v2 Announce Type: replace-cross Abstract: Machine learning predictions are increasingly used to supplement incomplete or costly-to-measure outcomes in fields such as biomedical research, environmental science, and social science.

By Yilin Song, Dan M. Kluger, Harsh Parikh, Tian Gu